Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns

We studied decades-long (1980 to 2024) historic distributions of accumulated S&P500 returns, from daily returns to those over several weeks. The time series of the returns emphasize major upheavals in the markets—Black Monday, Tech Bubble, Financial Crisis, and the COVID pandemic—which are refle...

Full description

Saved in:
Bibliographic Details
Main Authors: Hamed Farahani, Rostislav A. Serota
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Economies
Subjects:
Online Access:https://www.mdpi.com/2227-7099/13/6/176
Tags: Add Tag
No Tags, Be the first to tag this record!